E-mini S&P 500 Future June 2014

Trading Metrics calculated at close of trading on 30-Jan-2014

Day Change Summary
	Previous	Current
	29-Jan-2014	30-Jan-2014	Change	Change %	Previous Week
Open	1,788.75	1,765.50	-23.25	-1.3%	1,827.00
High	1,794.50	1,786.50	-8.00	-0.4%	1,837.25
Low	1,757.50	1,761.00	3.50	0.2%	1,773.25
Close	1,764.50	1,774.50	10.00	0.6%	1,775.25
Range	37.00	25.50	-11.50	-31.1%	64.00
ATR	19.81	20.22	0.41	2.1%	0.00
Volume	7,894	10,677	2,783	35.3%	14,690

Daily Pivots for day following 30-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,850.50	1,838.00	1,788.50
R3	1,825.00	1,812.50	1,781.50
R2	1,799.50	1,799.50	1,779.25
R1	1,787.00	1,787.00	1,776.75	1,793.25
PP	1,774.00	1,774.00	1,774.00	1,777.00
S1	1,761.50	1,761.50	1,772.25	1,767.75
S2	1,748.50	1,748.50	1,769.75
S3	1,723.00	1,736.00	1,767.50
S4	1,697.50	1,710.50	1,760.50

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	1,987.25	1,945.25	1,810.50
R3	1,923.25	1,881.25	1,792.75
R2	1,859.25	1,859.25	1,787.00
R1	1,817.25	1,817.25	1,781.00	1,806.25
PP	1,795.25	1,795.25	1,795.25	1,789.75
S1	1,753.25	1,753.25	1,769.50	1,742.25
S2	1,731.25	1,731.25	1,763.50
S3	1,667.25	1,689.25	1,757.75
S4	1,603.25	1,625.25	1,740.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,821.25	1,757.50	63.75	3.6%	31.75	1.8%	27%	False	False	8,654
10	1,837.25	1,757.50	79.75	4.5%	23.50	1.3%	21%	False	False	5,908
20	1,839.00	1,757.50	81.50	4.6%	20.00	1.1%	21%	False	False	4,756
40	1,839.75	1,747.00	92.75	5.2%	17.00	1.0%	30%	False	False	2,666
60	1,839.75	1,725.25	114.50	6.5%	15.25	0.9%	43%	False	False	1,809
80	1,839.75	1,631.50	208.25	11.7%	14.25	0.8%	69%	False	False	1,372
100	1,839.75	1,631.50	208.25	11.7%	13.25	0.7%	69%	False	False	1,108
120	1,839.75	1,608.25	231.50	13.0%	11.50	0.7%	72%	False	False	924

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.58
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,895.00
2.618	1,853.25
1.618	1,827.75
1.000	1,812.00
0.618	1,802.25
HIGH	1,786.50
0.618	1,776.75
0.500	1,773.75
0.382	1,770.75
LOW	1,761.00
0.618	1,745.25
1.000	1,735.50
1.618	1,719.75
2.618	1,694.25
4.250	1,652.50

Fisher Pivots for day following 30-Jan-2014
Pivot	1 day	3 day
R1	1,774.25	1,776.00
PP	1,774.00	1,775.50
S1	1,773.75	1,775.00

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols